Option Pricing with a General Market Point Process
Download full text from publisherTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Other versions of this item:
- Jean-Luc Prigent, 2001. "Option Pricing with a General Marked Point Process," Mathematics of Operations Research, INFORMS, vol. 26(1), pages 50-66, February.
- J. L. Prigent, 1997. "Option pricing with a general marked point process," THEMA Working Papers 97-36, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
References listed on IDEAS
- Bergstrom, Theodore C, 1995.
"On the Evolution of Altruistic Ethical Rules for Siblings,"
American Economic Review,
American Economic Association, vol. 85(1), pages 58-81, March.
- Theodore C. Bergstrom, "undated". "On the Evolution of Altruistic Ethical Rules for Siblings," ELSE working papers 017, ESRC Centre on Economics Learning and Social Evolution.
- Ted Bergstrom, "undated". "On the Evolution of Altruistic Ethical Rules for Siblings," Papers _023, University of Michigan, Department of Economics.
- Guttman, Joel M, 1978. "Understanding Collective Action: Matching Behavior," American Economic Review, American Economic Association, vol. 68(2), pages 251-255, May.
- Bergstrom, Theodore & Blume, Lawrence & Varian, Hal, 1986. "On the private provision of public goods," Journal of Public Economics, Elsevier, vol. 29(1), pages 25-49, February.
- Bernheim, B Douglas, 1984. "Rationalizable Strategic Behavior," Econometrica, Econometric Society, vol. 52(4), pages 1007-1028, July.
- Shitovitz, Benyamin & Spiegel, Menahem, 1998. "Cournot-Nash and Lindahl Equilibria in Pure Public Good Economies," Journal of Economic Theory, Elsevier, vol. 83(1), pages 1-18, November.
- Laffont, Jean-Jacques, 1975. "Macroeconomic Constraints, Economic Efficiency and Ethics: An Introduction to Kantian Economics," Economica, London School of Economics and Political Science, vol. 42(168), pages 430-437, November.
- Milleron, Jean-Claude, 1972. "Theory of value with public goods: A survey article," Journal of Economic Theory, Elsevier, vol. 5(3), pages 419-477, December.
- Young, Douglas J., 1989. "A `fair share' model of public good provision," Journal of Economic Behavior & Organization, Elsevier, vol. 11(1), pages 137-147, January.
- Sugden, Robert, 1984. "Reciprocity: The Supply of Public Goods through Voluntary Contributions," Economic Journal, Royal Economic Society, vol. 94(376), pages 772-787, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- P. Bertrand & J.L. Prigent, 2000. "Portfolio Insurance : The extreme Value of the CCPI Method," THEMA Working Papers 2000-49, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Hurvich, Cliiford & Wang, Yi, 2006.
"A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects,"
1413, University Library of Munich, Germany.
- Hurvich, Clifford & Wang, Yi, 2009. "A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects," MPRA Paper 12575, University Library of Munich, Germany.
- repec:bla:jtsera:v:38:y:2017:i:5:p:769-790 is not listed on IDEAS
- Farid MKAOUAR & Jean-luc PRIGENT, 2014. "Constant Proportion Portfolio Insurance under Tolerance and Transaction Costs," Working Papers 2014-303, Department of Research, Ipag Business School.
- Mauricio Junca & Rafael Serrano, 2014. "Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics," Papers 1411.1103, arXiv.org, revised Sep 2015.
- Aue, Alexander & Horváth, Lajos & Hurvich, Clifford & Soulier, Philippe, 2014.
"Limit Laws In Transaction-Level Asset Price Models,"
Cambridge University Press, vol. 30(03), pages 536-579, June.
- Alexander Aue & Lajos Horváth & Clifford Hurvich & Philippe Soulier, 2014. "Limit Laws in Transaction-Level Asset Price Models," Post-Print hal-00583372, HAL.
More about this item
KeywordsPRICES ; STOCKS;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fth:pnegmi:9736. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.